+249.0%
ZETA vs LDOS
+34.9%
+214.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.6% | +6.3% |
| 7D | -0.4% | -7.2% | +6.8% | +2.7% |
| 30D | -8.0% | +16.8% | -24.9% | -15.0% |
| 3M | +21.4% | -1.6% | +23.0% | +21.6% |
| 6M | +80.1% | -1.0% | +81.1% | +78.4% |
| YTD | +52.5% | -25.8% | +78.3% | +73.5% |
| 1Y | +58.5% | -31.1% | +89.6% | +86.3% |
| 3Y | +281.7% | +32.8% | +248.9% | +252.3% |
| 5Y | +237.3% | +49.4% | +187.9% | +190.7% |
| All | +249.0% | +34.9% | +214.1% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling